CW3: Report of six portfolios





Part1:Overview of the six portfolios

Introduction: This part shows:

(1) Main metrics of the six portfolios

(2) The bubble chart of the six portfolios



Metrics

The metrics calcalated based on the window from 15-Oct-2021 to 12-Nov-2021

Tips:

return: The holding contineous return during the period.

deviation: The deviation of the daily contineous return of the portfolio

net_amount: Net Amonut of the portfolio.

Bubble chart: The return, deviation, and net amount of each portfolio

Tips: Y-axis: return; X-axis: deviation; Size: net amount



Part2:Deeper Analysitics of DGR1983 (from 15-Oct-2021 to 12-Nov-2021)

According to the bubble plot and the table, we can find that DGR1983 has the biggest deviation. So we we investigate it further

we will use:

(1) the line chart to inspect its trendcy of the net amount

(2) the pie plot to observe its allocation among GICSSecror



Line Chart: The net amount of DGR1983

According to the line chart, we can see significant volatility in the net ammount

Pie Chart: The proportion of net amount in different sectors

The pie chart shows that Information Technology dominates the proportion of the portfolio

We analysis the most important contributor to the performance & risk by ploting bar_return & bar_deviation

Bar Chart: The holding-period returns in different sectors

Bar Chart: The deviation of the holding-period returns in different sectors